Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	132.34	133.15	0.81	0.6%	131.25
High	133.18	133.34	0.16	0.1%	132.07
Low	132.30	132.29	-0.01	0.0%	130.47
Close	133.10	132.65	-0.45	-0.3%	130.65
Range	0.88	1.05	0.17	19.3%	1.60
ATR	0.84	0.86	0.01	1.8%	0.00
Volume	125,176	331,829	206,653	165.1%	54,546

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.91	135.33	133.23
R3	134.86	134.28	132.94
R2	133.81	133.81	132.84
R1	133.23	133.23	132.75	133.00
PP	132.76	132.76	132.76	132.64
S1	132.18	132.18	132.55	131.95
S2	131.71	131.71	132.46
S3	130.66	131.13	132.36
S4	129.61	130.08	132.07

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.86	134.86	131.53
R3	134.26	133.26	131.09
R2	132.66	132.66	130.94
R1	131.66	131.66	130.80	131.36
PP	131.06	131.06	131.06	130.92
S1	130.06	130.06	130.50	129.76
S2	129.46	129.46	130.36
S3	127.86	128.46	130.21
S4	126.26	126.86	129.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.34	130.47	2.87	2.2%	0.90	0.7%	76%	True	False	106,407
10	133.34	130.47	2.87	2.2%	0.77	0.6%	76%	True	False	58,482
20	133.34	129.72	3.62	2.7%	0.76	0.6%	81%	True	False	30,026
40	133.34	127.44	5.90	4.4%	0.68	0.5%	88%	True	False	15,111
60	133.34	126.95	6.39	4.8%	0.57	0.4%	89%	True	False	10,082
80	133.34	126.95	6.39	4.8%	0.47	0.4%	89%	True	False	7,562
100	133.74	126.95	6.79	5.1%	0.37	0.3%	84%	False	False	6,050
120	134.24	126.95	7.29	5.5%	0.31	0.2%	78%	False	False	5,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137.80
2.618	136.09
1.618	135.04
1.000	134.39
0.618	133.99
HIGH	133.34
0.618	132.94
0.500	132.82
0.382	132.69
LOW	132.29
0.618	131.64
1.000	131.24
1.618	130.59
2.618	129.54
4.250	127.83

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	132.82	132.57
PP	132.76	132.48
S1	132.71	132.40

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These figures are updated between 7pm and 10pm EST after a trading day.

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